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Synopsis
In this text, the author discusses the main aspects of mathematical finance. These include, arbitrage, hedging and pricing of contingent claims, portfolio optimization, incomplete and/or constrained markets, equilibrium, and transaction costs. The book outlines advances made possible during the last 15 years due to the methodologies of stochastic analysis and control. This tutorial survey of the rapidly expanding field of mathematical finance is addressed primarily to graduate students in mathematics. Familiarity is assumed with stochastic analysis and parabolic partial differential equations. The text makes significant use of students' mathematical skills, but always in connection with interesting applied problems.
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- PublisherAmerican Mathematical Society
- Publication date1997
- ISBN 10 0821806378
- ISBN 13 9780821806371
- BindingHardcover
- LanguageEnglish
- Number of pages148
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Lectures on the Mathematics of Finance
Published by
American Mathematical Society, Rhode Island, 1991
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Lectures on the Mathematics of Finance
Published by
American Mathematical Society, 1996
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Lectures on the Mathematics of Finance
Published by
American Mathematical Society, 1996
ISBN 10: 0821806378
ISBN 13: 9780821806371
Used
Hardcover
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Lectures on the Mathematics of Finance
Published by
American Mathematical Society, 1997
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Hardcover
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780821806371. Seller Inventory # 4143196
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Lectures on the Mathematics of Finance (CRM Monograph Series)
Published by
American Mathematical Society, 1997
ISBN 10: 0821806378
ISBN 13: 9780821806371
Used
Hardcover
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Hardcover. Condition: Bon. Ancien livre de bibliothèque. Traces d'usure sur la couverture. Petite(s) trace(s) de pliure sur la couverture. Edition 1997. Tome 8. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Signs of wear on the cover. Slightly creased cover. Edition 1997. Volume 8. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # E-852-025
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Lectures on the Mathematics of Finance (Crm Monograph Series)
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ISBN 10: 0821806378
ISBN 13: 9780821806371
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Lectures on the Mathematics of Finance (Crm Monograph Series)
Published by
Amer Mathematical Society, 1997
ISBN 10: 0821806378
ISBN 13: 9780821806371
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Hardcover
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Hardcover. Condition: Good. No Jacket. 1st Edition. 1995.Hardcover.Good condition.148 pages.Ships from Japan.Usually ships in 1-2 working days. Seller Inventory # 9239
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